Latency Engineering in Electronic Markets: Optimizing Code Paths, Memory Layouts, and I/O - Brossura

Trex, Thomas V.

 
9798896652298: Latency Engineering in Electronic Markets: Optimizing Code Paths, Memory Layouts, and I/O
Brossura
ISBN 13: 9798896652298
Casa editrice: NobleTrex Press, 2025

Sinossi

"Latency Engineering in Electronic Markets: Optimizing Code Paths, Memory Layouts, and I/O"

Electronic markets are won and lost in microseconds, yet most trading systems are still built with millisecond-era assumptions. This book is written for practitioners who live on the sharp edge of execution speed: quantitative developers, low-latency engineers, infrastructure specialists, and technically inclined traders who must translate competitive pressure into concrete engineering decisions. It connects trading outcomes—fill probability, slippage, and queue position—to the realities of CPU pipelines, caches, NIC queues, and operating system behavior.

Focusing on end-to-end determinism, the book moves systematically from market microstructure and latency metrics to precise timekeeping, profiling, and microarchitectural tuning. Readers learn how to design cache-resident data structures, engineer hot paths and branchless code, exploit SIMD, and build lock-free queues that behave under burst. The text then drills into NIC architecture, kernel versus kernel-bypass networking, multicast market data, and order-entry tuning, before addressing OS, BIOS, and hardware configuration for stable tail latency. A concluding section ties protocol details, testing methodology, PMU-based observability, and operational safety into a coherent production discipline.

The material assumes strong C/C++ or systems programming experience and familiarity with Linux, but no prior background in ultra-low-latency trading. All concepts are grounded in real-world patterns, with an emphasis on measurable, rep

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Editore
NobleTrex Press
Data di pubblicazione
2025
Lingua
Inglese
ISBN 13 
9798896652298
Rilegatura
Copertina flessibile
Numero di pagine
362
Contatto del produttore
non disponibile
Persona responsabile
non disponibile